In Cator and Lopuha¨a [3] an asymptotic expansion for the MCD estimators is established in a very general framework. This expansion requires the existence and non-singularity of ...
Abstract—We consider a certain class of large random matrices, composed of independent column vectors with zero mean and different covariance matrices, and derive asymptotically ...
Abstract – We present a method for quickly determining the minimum distance between multiple known and multiple unkown objects within a camera image. Known objects are objects wi...
We consider the problem of estimating the covariance matrix of an observation vector, using heterogeneous training samples, i.e., samples whose covariance matrices are not exactly ...
When liquidating a portfolio of large blocks of risky assets, an institutional investor wants to minimize the cost as well as the risk of execution. An optimal execution strategy ...